Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Physics Letters A

Real Feynman-like stochastic paths in the Bohm-Vigier causal-stochastic model of quantum mechanics

Hashem Rafii‐Tabar

Published Jul 1, 1989• 8 citations
Publisher
DOI
10.1016/0375-9601(89)90829-3

Related papers

Particular example of the behaviour of Feynman-like stochastic paths considered as real space-time physical random motions in the causal stochastic interpretation of quantum mechanics

Angel L. Sanz

Physics Letters A•Jan 1, 1990•0 citations

Derivation of Feynman's path integral theory based on stochastic mechanics

M. S. Wang

Physics Letters A•Jun 1, 1989•8 citations

A Note on the Stochastic Nature of Feynman Quantum Paths

Luiz C. L. Botelho

arXiv:1909.06824•International Journal of Theoretical Physics•Jun 23, 2016•0 citations

Distribution of Return Transition for Bohm-Vigier Stochastic Mechanics in Stock Market

Chang Liu, Chuo Chang, Zhe Chang

The Bohm-Vigier stochastic model is assumed as a natural generalization of the Black-Scholes model in stock market. The behavioral factor of stock market recognizes as a hidden sector in Bohmian mechanics. A Fokker-Planck equation description for the Bohm-Vigier stochastic model is presented. We find the familiar Boltzmann distribution is a stationary solution of the Fokker-Planck equation for the Bohm-Vigier model. The return transition distribution of stock market, which corresponds with a time-dependent solution of the Fokker-Planck equation, is obtained.

Symmetry•Jul 17, 2023•0 citations

The Nature and Role of Stochastic Paths in Quantum Mechanics

Kazuo Takatsuka

Springer eBooks•Jan 1, 2026•0 citations

Quantum stochastic processes and the Feynman path integral for a single spinless particle

W. Garczyński

Reports on Mathematical Physics•Mar 1, 1973•7 citations
The Bohm-Vigier stochastic model is assumed as a natural generalization of the Black-Scholes model in stock market. The behavioral factor of stock market recognizes as a hidden sector in Bohmian mechanics. A Fokker-Planck equation description for the Bohm-Vigier stochastic model is presented. We find the familiar Boltzmann distribution is a stationary solution of the Fokker-Planck equation for the Bohm-Vigier model. The return transition distribution of stock market, which corresponds with a time-dependent solution of the Fokker-Planck equation, is obtained.